Ashtead Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.15% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 10.63 | |
| 0.0154 | 10.97 | |
| 0.9622 | 719.70 | |
| 0.0418 | 12.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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